Internet Question for the Wii!

Ok heres the deal:

My Wii picked up a Wireless router (Don't know who's someone from my street I suppose)
But shall I connect to it?
It has no password but I saw a Thread on here (Duno where it is now) where someone connected up and his Wii messed up.
So shall I connect to this Wireless router and what will happen beause apparenly nothing is ready lol